Position-limit design for the CSI 300 futures markets
Lijian Wei, Wei Zhang, Xiong Xiong and Lei Shi
| Year of publication: |
2014
|
|---|---|
| Authors: | Wei, Lijian ; Zhang, Wei ; Xiong, Xiong ; Shi, Lei |
| Publisher: |
Sydney : Quantitative Finance Research Centre, Univ. of Techn. |
| Subject: | position limit | stock index futures | agent-based modeling | market quality | Index-Futures | Index futures | Agentenbasierte Modellierung | Agent-based modeling | Derivat | Derivative | Theorie | Theory |
| Extent: | Online-Ressource (30 S.) |
|---|---|
| Series: | Research paper / Quantitative Finance Research Centre, University of Technology Sydney. - Sydney : School of Finance and Economics, Univ. of Technology, ZDB-ID 2163446-4. - Vol. 349 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: PDF Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011344802